public override async Task GetPriceUpdates(PriceUpdatesRequest request, IServerStreamWriter <PriceUpdate> responseStream, ServerCallContext context)
{
Console.WriteLine($"New price stream connect. peer:{context.Peer}");
var entities = _pricesReader.Get(PriceEntity.GetPk());
var prices = _mapper.Map <List <PriceUpdate> >(entities);
if (request.AssetPairIds.Any())
{
prices = prices.Where(x => request.AssetPairIds.Contains(x.AssetPairId)).ToList();
}
var streamInfo = new StreamInfo <PriceUpdate>
{
Stream = responseStream,
CancelationToken = context.CancellationToken,
Peer = context.Peer,
Keys = request.AssetPairIds.ToArray()
};
var task = await _priceStreamService.RegisterStreamAsync(streamInfo, prices);
await task;
}
private async Task SubscribeAndHandleQuoteUpdatesAsync()
{
_logger.LogInformation("Subscribing to all internal quotes updates...");
var priceUpdateRequest = new PriceUpdatesRequest();
var priceStream = _client.PublicApi.GetPriceUpdates(priceUpdateRequest);
_logger.LogInformation("Subscribed to all internal quotes updates.");
var cancellationToken = new CancellationToken();
// todo: implement reconnection in case of disconnect
while (await priceStream.ResponseStream.MoveNext(cancellationToken))
{
var priceUpdate = priceStream.ResponseStream.Current;
var quote = Map(priceUpdate);
foreach (var quoteHandler in _handlers)
{
await quoteHandler.HandleAsync(quote);
}
}
}
private static async Task FollowPriceUpdate(string[] filter, TradingApiClient client)
{
var priceUpdateRequest = new PriceUpdatesRequest();
priceUpdateRequest.AssetPairIds.AddRange(filter);
Console.WriteLine("Subscribe to prices.");
var priceStream = client.PublicApi.GetPriceUpdates(priceUpdateRequest);
var token = new CancellationToken();
while (await priceStream.ResponseStream.MoveNext(token))
{
var update = priceStream.ResponseStream.Current;
Console.WriteLine($"{update.AssetPairId} Bid: {update.Bid} Ask: {update.Ask} {update.Timestamp}");
}
Console.WriteLine("Price stream are closed.");
}
public override Task GetPriceUpdates(PriceUpdatesRequest request, IServerStreamWriter <PriceUpdate> responseStream, ServerCallContext context)
{
_priceUpdate.Add(responseStream);
return(Task.CompletedTask);
}
